Access Statistics for Giuseppe Storti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Component GARCH Model with Time Varying Weights 0 1 1 196 0 1 2 414
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 1 1 2 22
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 0 0 0 44 0 0 0 135
A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES 0 0 0 308 1 3 5 534
A component GARCH model with time varying weights 0 0 0 0 1 1 5 1,053
A component GARCH model with time varying weights 0 0 0 14 1 1 1 64
A component GARCH model with time varying weights 0 0 1 87 0 0 1 287
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 1 68 0 0 3 148
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 1 1 2 42
A semi-parametric dynamic conditional correlation framework for risk forecasting 1 1 2 20 1 2 4 14
Combination of multivariate volatility forecasts 0 0 0 98 0 2 2 172
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 0 0 0 100
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 0 1 29
Dynamic conditional correlation models for realized covariance matrices 0 0 1 125 0 1 2 365
Evaluating Business Incentives Through DEA. An Analysis on Capitalia Firm Data 0 0 0 17 0 0 0 78
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 0 0 21
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 1 1 86
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 39 0 1 9 55
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 0 36 0 0 0 70
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 0 54 0 0 1 82
Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach 0 0 0 21 0 0 2 26
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 1 37 0 0 3 103
Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles 0 1 3 18 0 1 4 21
The combination of volatility forecasts 0 0 0 0 0 1 1 255
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 48 0 0 0 50
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 16 0 1 3 29
Total Working Papers 1 3 10 1,327 6 18 54 4,255

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Component GARCH Model with Time Varying Weights 0 1 3 95 0 1 4 316
A GMM procedure for combining volatility forecasts 0 0 0 56 0 1 2 135
A Model Confidence Set approach to the combination of multivariate volatility forecasts 1 1 5 23 2 4 10 72
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 0 1 100
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 1 2 15
BL-GARCH models and asymmetries in volatility 0 0 0 0 0 0 2 23
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 13 0 2 6 36
Financial Time Series: Methods and Models 0 0 1 12 0 1 3 30
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 0 0 1 87
Forecasting Volatility and Tail Risk in Electricity Markets 0 0 0 7 1 1 1 20
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 5 0 0 1 26
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 0 0 0 2 0 0 2 36
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 0 0 0 13 0 0 2 26
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors 0 0 0 4 0 0 3 21
Likelihood inference in BL-GARCH models 0 0 0 2 0 0 0 22
Measuring cross-country technological catch-up through variable-parameter FDH 0 0 0 8 0 0 0 19
Minimum distance estimation of GARCH(1,1) models 0 0 0 50 0 0 0 121
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 1 17 0 1 2 64
Nonparametric expected shortfall forecasting incorporating weighted quantiles 0 0 4 12 0 2 12 35
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics 0 0 0 1 2 2 3 7
Total Journal Articles 1 2 15 350 5 16 57 1,211

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GARCH-Type Model with Cross-Sectional Volatility Clusters 0 0 0 0 0 0 1 3
Total Chapters 0 0 0 0 0 0 1 3

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Statistics updated 2025-03-03